One of the more confusing requirements of the 70-532 and 70-533 exams says, talking about Virtual Machines:
Identify workloads that can and cannot be deployed
Microsoft has a web page that lists some Windows software that cannot be deployed into Azure.
Most interesting is the list of Windows features that are not supporting inside Azure. Most make sense if you think about the on-premises specific uses or things like disk encryption which Azure has it’s own version of.
Microsoft Windows Server Roles not supported:
Microsoft Windows Server Features not supported: